How to generate random time series with specified max-min time intervals?
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Hello,
I'd like to generate a time vector with random ascending values in which the interval between two adjacent values would be given by me, i.e. something like:
0 - min number in vector;
60 - max number in vector
0.5 - min interval between adjacent values
2 - max interval between adjacent values
Which would give something like : [0 0.7 1.8 2.4 ...... 59.1 60]
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채택된 답변
Jos (10584)
2013년 12월 6일
Some improvements over Andrei's code
minV = 0
maxV = 60
minDiff = 0.5
maxDiff = 2.0 ;
N = ceil((maxV-minV) / minDiff) ; % ensures there are enough numbers in d
d = minDiff + (maxDiff-minDiff)*rand(N,1);
d2 = [0;cumsum(d)];
out = [ d2(d2 < (maxV - minDiff)) ; maxV ];
댓글 수: 2
Jos (10584)
2013년 12월 6일
I have no time to disproof it right now, but I have the feeling that it might happen that out(end)-out(end-1) is larger than maxDiff.
I suggest you check against that condition and run the engine again when necessary ..
추가 답변 (1개)
Andrei Bobrov
2013년 12월 6일
편집: Andrei Bobrov
2013년 12월 6일
One way
d = .5 + 1.5*rand(70,1);
d2 = [0;cumsum(d)];
out = [d2(d2 < 60 - .5);60];
댓글 수: 3
Jos (10584)
2013년 12월 6일
A quick fix would be out = [d2(d2 < (60-0.5) ; 60] ; but this would abort true randomness, which might or might not be an important issue here ...
Andrei Bobrov
2013년 12월 6일
편집: Andrei Bobrov
2013년 12월 6일
Hi Jos! Thanks for your comments. Corrected.
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